Well they haven't shoot anything big yet how you would expect them to be friends. All the actors that have worked with Gaga on set have said nothing but great things about her and as it goes to Sarah pls im not here for another mess of 20 pages of people talking how they hate each other 
 
They havent just worked together yet that's it .... they are both busy - one working on her acting debut, recording new music etc and the other working on a 2 shows .... I'm sure that when they have the chance to have more spare time with each other will get along, considering what big fan Sarah is of Lady Gaga and how humble Gaga is.